Uses of Class
com.github.vonrosen.quantlib.Schedule

Uses of Schedule in com.github.vonrosen.quantlib

Methods in com.github.vonrosen.quantlib that return Schedule

Modifier and Type	Method and Description
Schedule	VanillaSwap.fixedSchedule()
Schedule	NonstandardSwap.fixedSchedule()
Schedule	VanillaSwap.floatingSchedule()
Schedule	NonstandardSwap.floatingSchedule()
Schedule	Schedule.until(Date truncationDate)

Methods in com.github.vonrosen.quantlib with parameters of type Schedule

Modifier and Type	Method and Description
static long	QuantLibJNI.CmsLeg__SWIG_0(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5, long jarg6, UnsignedIntVector jarg6_, long jarg7, DoubleVector jarg7_, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_, boolean jarg11)
static long	QuantLibJNI.CmsLeg__SWIG_1(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5, long jarg6, UnsignedIntVector jarg6_, long jarg7, DoubleVector jarg7_, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_)
static long	QuantLibJNI.CmsLeg__SWIG_2(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5, long jarg6, UnsignedIntVector jarg6_, long jarg7, DoubleVector jarg7_, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_)
static long	QuantLibJNI.CmsLeg__SWIG_3(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5, long jarg6, UnsignedIntVector jarg6_, long jarg7, DoubleVector jarg7_, long jarg8, DoubleVector jarg8_)
static long	QuantLibJNI.CmsLeg__SWIG_4(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5, long jarg6, UnsignedIntVector jarg6_, long jarg7, DoubleVector jarg7_)
static long	QuantLibJNI.CmsLeg__SWIG_5(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5, long jarg6, UnsignedIntVector jarg6_)
static long	QuantLibJNI.CmsLeg__SWIG_6(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5)
static long	QuantLibJNI.CmsLeg__SWIG_7(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_, long jarg4, DayCounter jarg4_)
static long	QuantLibJNI.CmsLeg__SWIG_8(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears)
static long	QuantLibJNI.CmsZeroLeg__SWIG_0(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5, long jarg6, UnsignedIntVector jarg6_, long jarg7, DoubleVector jarg7_, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_)
static long	QuantLibJNI.CmsZeroLeg__SWIG_1(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5, long jarg6, UnsignedIntVector jarg6_, long jarg7, DoubleVector jarg7_, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_)
static long	QuantLibJNI.CmsZeroLeg__SWIG_2(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5, long jarg6, UnsignedIntVector jarg6_, long jarg7, DoubleVector jarg7_, long jarg8, DoubleVector jarg8_)
static long	QuantLibJNI.CmsZeroLeg__SWIG_3(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5, long jarg6, UnsignedIntVector jarg6_, long jarg7, DoubleVector jarg7_)
static long	QuantLibJNI.CmsZeroLeg__SWIG_4(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5, long jarg6, UnsignedIntVector jarg6_)
static long	QuantLibJNI.CmsZeroLeg__SWIG_5(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5)
static long	QuantLibJNI.CmsZeroLeg__SWIG_6(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_, long jarg4, DayCounter jarg4_)
static long	QuantLibJNI.CmsZeroLeg__SWIG_7(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)
static long	QuantLibJNI.FixedRateLeg__SWIG_0(long jarg1, Schedule jarg1_, long jarg2, DayCounter jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, DoubleVector jarg4_, int jarg5, long jarg6, DayCounter jarg6_)
static long	QuantLibJNI.FixedRateLeg__SWIG_1(long jarg1, Schedule jarg1_, long jarg2, DayCounter jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, DoubleVector jarg4_, int jarg5)
static long	QuantLibJNI.FixedRateLeg__SWIG_2(long jarg1, Schedule jarg1_, long jarg2, DayCounter jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, DoubleVector jarg4_)
static Leg	QuantLib.FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates)
static Leg	QuantLib.FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment)
static Leg	QuantLib.FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount)
protected static long	Schedule.getCPtr(Schedule obj)
static long	QuantLibJNI.IborLeg__SWIG_0(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, IborIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5, long jarg6, UnsignedIntVector jarg6_, long jarg7, DoubleVector jarg7_, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_, boolean jarg11)
static long	QuantLibJNI.IborLeg__SWIG_1(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, IborIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5, long jarg6, UnsignedIntVector jarg6_, long jarg7, DoubleVector jarg7_, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_)
static long	QuantLibJNI.IborLeg__SWIG_2(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, IborIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5, long jarg6, UnsignedIntVector jarg6_, long jarg7, DoubleVector jarg7_, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_)
static long	QuantLibJNI.IborLeg__SWIG_3(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, IborIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5, long jarg6, UnsignedIntVector jarg6_, long jarg7, DoubleVector jarg7_, long jarg8, DoubleVector jarg8_)
static long	QuantLibJNI.IborLeg__SWIG_4(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, IborIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5, long jarg6, UnsignedIntVector jarg6_, long jarg7, DoubleVector jarg7_)
static long	QuantLibJNI.IborLeg__SWIG_5(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, IborIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5, long jarg6, UnsignedIntVector jarg6_)
static long	QuantLibJNI.IborLeg__SWIG_6(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, IborIndex jarg3_, long jarg4, DayCounter jarg4_, int jarg5)
static long	QuantLibJNI.IborLeg__SWIG_7(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, IborIndex jarg3_, long jarg4, DayCounter jarg4_)
static long	QuantLibJNI.IborLeg__SWIG_8(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, IborIndex jarg3_)
static Leg	QuantLib.IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index)
static Leg	QuantLib.IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter)
static Leg	QuantLib.IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
static Leg	QuantLib.IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)
static Leg	QuantLib.IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)
static Leg	QuantLib.IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)
static Leg	QuantLib.IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)
static Leg	QuantLib.IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)
static Leg	QuantLib.IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears)
static long	QuantLibJNI.new_ActualActual__SWIG_0(int jarg1, long jarg2, Schedule jarg2_)
static long	QuantLibJNI.new_AssetSwap__SWIG_0(boolean jarg1, long jarg2, Bond jarg2_, double jarg3, long jarg4, InterestRateIndex jarg4_, double jarg5, long jarg6, Schedule jarg6_, long jarg7, DayCounter jarg7_, boolean jarg8)
static long	QuantLibJNI.new_AssetSwap__SWIG_1(boolean jarg1, long jarg2, Bond jarg2_, double jarg3, long jarg4, InterestRateIndex jarg4_, double jarg5, long jarg6, Schedule jarg6_, long jarg7, DayCounter jarg7_)
static long	QuantLibJNI.new_AssetSwap__SWIG_2(boolean jarg1, long jarg2, Bond jarg2_, double jarg3, long jarg4, InterestRateIndex jarg4_, double jarg5, long jarg6, Schedule jarg6_)
static long	QuantLibJNI.new_CallableFixedRateBond(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, DayCounter jarg5_, int jarg6, double jarg7, long jarg8, Date jarg8_, long jarg9, CallabilitySchedule jarg9_)
static long	QuantLibJNI.new_CmsRateBond__SWIG_0(long jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, SwapIndex jarg4_, long jarg5, DayCounter jarg5_, int jarg6, long jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_, long jarg11, DoubleVector jarg11_, boolean jarg12, double jarg13, long jarg14, Date jarg14_)
static long	QuantLibJNI.new_CmsRateBond__SWIG_1(long jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, SwapIndex jarg4_, long jarg5, DayCounter jarg5_, int jarg6, long jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_, long jarg11, DoubleVector jarg11_, boolean jarg12, double jarg13)
static long	QuantLibJNI.new_CmsRateBond__SWIG_2(long jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, SwapIndex jarg4_, long jarg5, DayCounter jarg5_, int jarg6, long jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_, long jarg11, DoubleVector jarg11_, boolean jarg12)
static long	QuantLibJNI.new_CmsRateBond__SWIG_3(long jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, SwapIndex jarg4_, long jarg5, DayCounter jarg5_, int jarg6, long jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_, long jarg11, DoubleVector jarg11_)
static long	QuantLibJNI.new_ConvertibleFixedCouponBond__SWIG_0(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DayCounter jarg9_, long jarg10, Schedule jarg10_, double jarg11)
static long	QuantLibJNI.new_ConvertibleFixedCouponBond__SWIG_1(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DayCounter jarg9_, long jarg10, Schedule jarg10_)
static long	QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_0(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, IborIndex jarg8_, int jarg9, long jarg10, DoubleVector jarg10_, long jarg11, DayCounter jarg11_, long jarg12, Schedule jarg12_, double jarg13)
static long	QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_1(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, IborIndex jarg8_, int jarg9, long jarg10, DoubleVector jarg10_, long jarg11, DayCounter jarg11_, long jarg12, Schedule jarg12_)
static long	QuantLibJNI.new_ConvertibleZeroCouponBond__SWIG_0(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, DayCounter jarg8_, long jarg9, Schedule jarg9_, double jarg10)
static long	QuantLibJNI.new_ConvertibleZeroCouponBond__SWIG_1(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, DayCounter jarg8_, long jarg9, Schedule jarg9_)
static long	QuantLibJNI.new_CPIBond__SWIG_0(long jarg1, double jarg2, boolean jarg3, double jarg4, long jarg5, Period jarg5_, long jarg6, ZeroInflationIndex jarg6_, int jarg7, long jarg8, Schedule jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DayCounter jarg10_, int jarg11, long jarg12, Date jarg12_, long jarg13, Calendar jarg13_, long jarg14, Period jarg14_, long jarg15, Calendar jarg15_, int jarg16, boolean jarg17)
static long	QuantLibJNI.new_CPIBond__SWIG_1(long jarg1, double jarg2, boolean jarg3, double jarg4, long jarg5, Period jarg5_, long jarg6, ZeroInflationIndex jarg6_, int jarg7, long jarg8, Schedule jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DayCounter jarg10_, int jarg11, long jarg12, Date jarg12_, long jarg13, Calendar jarg13_, long jarg14, Period jarg14_, long jarg15, Calendar jarg15_, int jarg16)
static long	QuantLibJNI.new_CPIBond__SWIG_2(long jarg1, double jarg2, boolean jarg3, double jarg4, long jarg5, Period jarg5_, long jarg6, ZeroInflationIndex jarg6_, int jarg7, long jarg8, Schedule jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DayCounter jarg10_, int jarg11, long jarg12, Date jarg12_, long jarg13, Calendar jarg13_, long jarg14, Period jarg14_, long jarg15, Calendar jarg15_)
static long	QuantLibJNI.new_CPIBond__SWIG_3(long jarg1, double jarg2, boolean jarg3, double jarg4, long jarg5, Period jarg5_, long jarg6, ZeroInflationIndex jarg6_, int jarg7, long jarg8, Schedule jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DayCounter jarg10_, int jarg11, long jarg12, Date jarg12_, long jarg13, Calendar jarg13_, long jarg14, Period jarg14_)
static long	QuantLibJNI.new_CPIBond__SWIG_4(long jarg1, double jarg2, boolean jarg3, double jarg4, long jarg5, Period jarg5_, long jarg6, ZeroInflationIndex jarg6_, int jarg7, long jarg8, Schedule jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DayCounter jarg10_, int jarg11, long jarg12, Date jarg12_, long jarg13, Calendar jarg13_)
static long	QuantLibJNI.new_CPIBond__SWIG_5(long jarg1, double jarg2, boolean jarg3, double jarg4, long jarg5, Period jarg5_, long jarg6, ZeroInflationIndex jarg6_, int jarg7, long jarg8, Schedule jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DayCounter jarg10_, int jarg11, long jarg12, Date jarg12_)
static long	QuantLibJNI.new_CPIBond__SWIG_6(long jarg1, double jarg2, boolean jarg3, double jarg4, long jarg5, Period jarg5_, long jarg6, ZeroInflationIndex jarg6_, int jarg7, long jarg8, Schedule jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DayCounter jarg10_, int jarg11)
static long	QuantLibJNI.new_CPIBond__SWIG_7(long jarg1, double jarg2, boolean jarg3, double jarg4, long jarg5, Period jarg5_, long jarg6, ZeroInflationIndex jarg6_, int jarg7, long jarg8, Schedule jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DayCounter jarg10_)
static long	QuantLibJNI.new_CreditDefaultSwap__SWIG_0(int jarg1, double jarg2, double jarg3, long jarg4, Schedule jarg4_, int jarg5, long jarg6, DayCounter jarg6_, boolean jarg7, boolean jarg8)
static long	QuantLibJNI.new_CreditDefaultSwap__SWIG_1(int jarg1, double jarg2, double jarg3, long jarg4, Schedule jarg4_, int jarg5, long jarg6, DayCounter jarg6_, boolean jarg7)
static long	QuantLibJNI.new_CreditDefaultSwap__SWIG_2(int jarg1, double jarg2, double jarg3, long jarg4, Schedule jarg4_, int jarg5, long jarg6, DayCounter jarg6_)
static long	QuantLibJNI.new_CreditDefaultSwap__SWIG_3(int jarg1, double jarg2, double jarg3, double jarg4, long jarg5, Schedule jarg5_, int jarg6, long jarg7, DayCounter jarg7_, boolean jarg8, boolean jarg9)
static long	QuantLibJNI.new_CreditDefaultSwap__SWIG_4(int jarg1, double jarg2, double jarg3, double jarg4, long jarg5, Schedule jarg5_, int jarg6, long jarg7, DayCounter jarg7_, boolean jarg8)
static long	QuantLibJNI.new_CreditDefaultSwap__SWIG_5(int jarg1, double jarg2, double jarg3, double jarg4, long jarg5, Schedule jarg5_, int jarg6, long jarg7, DayCounter jarg7_)
static long	QuantLibJNI.new_FixedRateBond__SWIG_0(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, DayCounter jarg5_, int jarg6, double jarg7, long jarg8, Date jarg8_, long jarg9, Calendar jarg9_, long jarg10, Period jarg10_, long jarg11, Calendar jarg11_, int jarg12, boolean jarg13)
static long	QuantLibJNI.new_FixedRateBond__SWIG_1(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, DayCounter jarg5_, int jarg6, double jarg7, long jarg8, Date jarg8_, long jarg9, Calendar jarg9_, long jarg10, Period jarg10_, long jarg11, Calendar jarg11_, int jarg12)
static long	QuantLibJNI.new_FixedRateBond__SWIG_10(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_, int jarg5, double jarg6, long jarg7, Date jarg7_, long jarg8, Calendar jarg8_, long jarg9, Period jarg9_, long jarg10, Calendar jarg10_, int jarg11)
static long	QuantLibJNI.new_FixedRateBond__SWIG_11(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_, int jarg5, double jarg6, long jarg7, Date jarg7_, long jarg8, Calendar jarg8_, long jarg9, Period jarg9_, long jarg10, Calendar jarg10_)
static long	QuantLibJNI.new_FixedRateBond__SWIG_12(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_, int jarg5, double jarg6, long jarg7, Date jarg7_, long jarg8, Calendar jarg8_, long jarg9, Period jarg9_)
static long	QuantLibJNI.new_FixedRateBond__SWIG_13(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_, int jarg5, double jarg6, long jarg7, Date jarg7_, long jarg8, Calendar jarg8_)
static long	QuantLibJNI.new_FixedRateBond__SWIG_14(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_, int jarg5, double jarg6, long jarg7, Date jarg7_)
static long	QuantLibJNI.new_FixedRateBond__SWIG_15(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_, int jarg5, double jarg6)
static long	QuantLibJNI.new_FixedRateBond__SWIG_16(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_, int jarg5)
static long	QuantLibJNI.new_FixedRateBond__SWIG_17(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_)
static long	QuantLibJNI.new_FixedRateBond__SWIG_2(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, DayCounter jarg5_, int jarg6, double jarg7, long jarg8, Date jarg8_, long jarg9, Calendar jarg9_, long jarg10, Period jarg10_, long jarg11, Calendar jarg11_)
static long	QuantLibJNI.new_FixedRateBond__SWIG_3(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, DayCounter jarg5_, int jarg6, double jarg7, long jarg8, Date jarg8_, long jarg9, Calendar jarg9_, long jarg10, Period jarg10_)
static long	QuantLibJNI.new_FixedRateBond__SWIG_4(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, DayCounter jarg5_, int jarg6, double jarg7, long jarg8, Date jarg8_, long jarg9, Calendar jarg9_)
static long	QuantLibJNI.new_FixedRateBond__SWIG_5(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, DayCounter jarg5_, int jarg6, double jarg7, long jarg8, Date jarg8_)
static long	QuantLibJNI.new_FixedRateBond__SWIG_6(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, DayCounter jarg5_, int jarg6, double jarg7)
static long	QuantLibJNI.new_FixedRateBond__SWIG_7(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, DayCounter jarg5_, int jarg6)
static long	QuantLibJNI.new_FixedRateBond__SWIG_8(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, DayCounter jarg5_)
static long	QuantLibJNI.new_FixedRateBond__SWIG_9(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_, int jarg5, double jarg6, long jarg7, Date jarg7_, long jarg8, Calendar jarg8_, long jarg9, Period jarg9_, long jarg10, Calendar jarg10_, int jarg11, boolean jarg12)
static long	QuantLibJNI.new_FixedRateBondHelper__SWIG_0(long jarg1, QuoteHandle jarg1_, long jarg2, double jarg3, long jarg4, Schedule jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, DayCounter jarg6_, int jarg7, double jarg8, long jarg9, Date jarg9_, long jarg10, Calendar jarg10_, long jarg11, Period jarg11_, long jarg12, Calendar jarg12_, int jarg13, boolean jarg14, boolean jarg15)
static long	QuantLibJNI.new_FixedRateBondHelper__SWIG_1(long jarg1, QuoteHandle jarg1_, long jarg2, double jarg3, long jarg4, Schedule jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, DayCounter jarg6_, int jarg7, double jarg8, long jarg9, Date jarg9_, long jarg10, Calendar jarg10_, long jarg11, Period jarg11_, long jarg12, Calendar jarg12_, int jarg13, boolean jarg14)
static long	QuantLibJNI.new_FixedRateBondHelper__SWIG_2(long jarg1, QuoteHandle jarg1_, long jarg2, double jarg3, long jarg4, Schedule jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, DayCounter jarg6_, int jarg7, double jarg8, long jarg9, Date jarg9_, long jarg10, Calendar jarg10_, long jarg11, Period jarg11_, long jarg12, Calendar jarg12_, int jarg13)
static long	QuantLibJNI.new_FixedRateBondHelper__SWIG_3(long jarg1, QuoteHandle jarg1_, long jarg2, double jarg3, long jarg4, Schedule jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, DayCounter jarg6_, int jarg7, double jarg8, long jarg9, Date jarg9_, long jarg10, Calendar jarg10_, long jarg11, Period jarg11_, long jarg12, Calendar jarg12_)
static long	QuantLibJNI.new_FixedRateBondHelper__SWIG_4(long jarg1, QuoteHandle jarg1_, long jarg2, double jarg3, long jarg4, Schedule jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, DayCounter jarg6_, int jarg7, double jarg8, long jarg9, Date jarg9_, long jarg10, Calendar jarg10_, long jarg11, Period jarg11_)
static long	QuantLibJNI.new_FixedRateBondHelper__SWIG_5(long jarg1, QuoteHandle jarg1_, long jarg2, double jarg3, long jarg4, Schedule jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, DayCounter jarg6_, int jarg7, double jarg8, long jarg9, Date jarg9_, long jarg10, Calendar jarg10_)
static long	QuantLibJNI.new_FixedRateBondHelper__SWIG_6(long jarg1, QuoteHandle jarg1_, long jarg2, double jarg3, long jarg4, Schedule jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, DayCounter jarg6_, int jarg7, double jarg8, long jarg9, Date jarg9_)
static long	QuantLibJNI.new_FixedRateBondHelper__SWIG_7(long jarg1, QuoteHandle jarg1_, long jarg2, double jarg3, long jarg4, Schedule jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, DayCounter jarg6_, int jarg7, double jarg8)
static long	QuantLibJNI.new_FixedRateBondHelper__SWIG_8(long jarg1, QuoteHandle jarg1_, long jarg2, double jarg3, long jarg4, Schedule jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, DayCounter jarg6_, int jarg7)
static long	QuantLibJNI.new_FixedRateBondHelper__SWIG_9(long jarg1, QuoteHandle jarg1_, long jarg2, double jarg3, long jarg4, Schedule jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, DayCounter jarg6_)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_0(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_, long jarg14, DoubleVector jarg14_, long jarg15, DoubleVector jarg15_, long jarg16, DoubleVector jarg16_, long jarg17, DoubleVector jarg17_, long jarg18, DoubleVector jarg18_, long jarg19, DoubleVector jarg19_, int jarg20, int jarg21)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_1(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_, long jarg14, DoubleVector jarg14_, long jarg15, DoubleVector jarg15_, long jarg16, DoubleVector jarg16_, long jarg17, DoubleVector jarg17_, long jarg18, DoubleVector jarg18_, long jarg19, DoubleVector jarg19_, int jarg20)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_10(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_11(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_12(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_2(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_, long jarg14, DoubleVector jarg14_, long jarg15, DoubleVector jarg15_, long jarg16, DoubleVector jarg16_, long jarg17, DoubleVector jarg17_, long jarg18, DoubleVector jarg18_, long jarg19, DoubleVector jarg19_)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_3(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_, long jarg14, DoubleVector jarg14_, long jarg15, DoubleVector jarg15_, long jarg16, DoubleVector jarg16_, long jarg17, DoubleVector jarg17_, long jarg18, DoubleVector jarg18_)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_4(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_, long jarg14, DoubleVector jarg14_, long jarg15, DoubleVector jarg15_, long jarg16, DoubleVector jarg16_, long jarg17, DoubleVector jarg17_)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_5(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_, long jarg14, DoubleVector jarg14_, long jarg15, DoubleVector jarg15_, long jarg16, DoubleVector jarg16_)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_6(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_, long jarg14, DoubleVector jarg14_, long jarg15, DoubleVector jarg15_)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_7(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_, long jarg14, DoubleVector jarg14_)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_8(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_9(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_)
static long	QuantLibJNI.new_FloatingRateBond__SWIG_0(long jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, IborIndex jarg4_, long jarg5, DayCounter jarg5_, int jarg6, long jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_, long jarg11, DoubleVector jarg11_, boolean jarg12, double jarg13, long jarg14, Date jarg14_)
static long	QuantLibJNI.new_FloatingRateBond__SWIG_1(long jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, IborIndex jarg4_, long jarg5, DayCounter jarg5_, int jarg6, long jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_, long jarg11, DoubleVector jarg11_, boolean jarg12, double jarg13)
static long	QuantLibJNI.new_FloatingRateBond__SWIG_2(long jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, IborIndex jarg4_, long jarg5, DayCounter jarg5_, int jarg6, long jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_, long jarg11, DoubleVector jarg11_, boolean jarg12)
static long	QuantLibJNI.new_FloatingRateBond__SWIG_3(long jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, IborIndex jarg4_, long jarg5, DayCounter jarg5_, int jarg6, long jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_, long jarg11, DoubleVector jarg11_)
static long	QuantLibJNI.new_FloatingRateBond__SWIG_4(long jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, IborIndex jarg4_, long jarg5, DayCounter jarg5_, int jarg6, long jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_)
static long	QuantLibJNI.new_FloatingRateBond__SWIG_5(long jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, IborIndex jarg4_, long jarg5, DayCounter jarg5_, int jarg6, long jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_)
static long	QuantLibJNI.new_FloatingRateBond__SWIG_6(long jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, IborIndex jarg4_, long jarg5, DayCounter jarg5_, int jarg6, long jarg7, long jarg8, DoubleVector jarg8_)
static long	QuantLibJNI.new_FloatingRateBond__SWIG_7(long jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, IborIndex jarg4_, long jarg5, DayCounter jarg5_, int jarg6, long jarg7)
static long	QuantLibJNI.new_FloatingRateBond__SWIG_8(long jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, IborIndex jarg4_, long jarg5, DayCounter jarg5_, int jarg6)
static long	QuantLibJNI.new_FloatingRateBond__SWIG_9(long jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, IborIndex jarg4_, long jarg5, DayCounter jarg5_)
static long	QuantLibJNI.new_NonstandardSwap__SWIG_0(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, IborIndex jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_, long jarg11, DayCounter jarg11_, boolean jarg12, boolean jarg13, int jarg14)
static long	QuantLibJNI.new_NonstandardSwap__SWIG_1(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, IborIndex jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_, long jarg11, DayCounter jarg11_, boolean jarg12, boolean jarg13)
static long	QuantLibJNI.new_NonstandardSwap__SWIG_2(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, IborIndex jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_, long jarg11, DayCounter jarg11_, boolean jarg12)
static long	QuantLibJNI.new_NonstandardSwap__SWIG_3(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, IborIndex jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_, long jarg11, DayCounter jarg11_)
static long	QuantLibJNI.new_VanillaSwap(int jarg1, double jarg2, long jarg3, Schedule jarg3_, double jarg4, long jarg5, DayCounter jarg5_, long jarg6, Schedule jarg6_, long jarg7, IborIndex jarg7_, double jarg8, long jarg9, DayCounter jarg9_)
static long	QuantLibJNI.new_YearOnYearInflationSwap__SWIG_0(int jarg1, double jarg2, long jarg3, Schedule jarg3_, double jarg4, long jarg5, DayCounter jarg5_, long jarg6, Schedule jarg6_, long jarg7, YoYInflationIndex jarg7_, long jarg8, Period jarg8_, double jarg9, long jarg10, DayCounter jarg10_, long jarg11, Calendar jarg11_, int jarg12)
static long	QuantLibJNI.new_YearOnYearInflationSwap__SWIG_1(int jarg1, double jarg2, long jarg3, Schedule jarg3_, double jarg4, long jarg5, DayCounter jarg5_, long jarg6, Schedule jarg6_, long jarg7, YoYInflationIndex jarg7_, long jarg8, Period jarg8_, double jarg9, long jarg10, DayCounter jarg10_, long jarg11, Calendar jarg11_)
static long	QuantLibJNI.Schedule_date(long jarg1, Schedule jarg1_, long jarg2)
static boolean	QuantLibJNI.Schedule_isRegular(long jarg1, Schedule jarg1_, long jarg2)
static long	QuantLibJNI.Schedule_size(long jarg1, Schedule jarg1_)
static long	QuantLibJNI.Schedule_until(long jarg1, Schedule jarg1_, long jarg2, Date jarg2_)

Constructors in com.github.vonrosen.quantlib with parameters of type Schedule

Constructor and Description
ActualActual(ActualActual.Convention c, Schedule schedule)
AssetSwap(boolean payFixedRate, Bond bond, double bondCleanPrice, InterestRateIndex index, double spread, Schedule floatSchedule)
AssetSwap(boolean payFixedRate, Bond bond, double bondCleanPrice, InterestRateIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount)
AssetSwap(boolean payFixedRate, Bond bond, double bondCleanPrice, InterestRateIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount, boolean parAssetSwap)
CallableFixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, CallabilitySchedule putCallSchedule)
CmsRateBond(long settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)
CmsRateBond(long settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears)
CmsRateBond(long settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption)
CmsRateBond(long settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption)
ConvertibleZeroCouponBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, DayCounter dayCounter, Schedule schedule)
ConvertibleZeroCouponBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, DayCounter dayCounter, Schedule schedule, double redemption)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
CreditDefaultSwap(Protection.Side side, double notional, double upfront, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter)
CreditDefaultSwap(Protection.Side side, double notional, double upfront, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual)
CreditDefaultSwap(Protection.Side side, double notional, double upfront, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual, boolean paysAtDefaultTime)
CreditDefaultSwap(Protection.Side side, double notional, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter)
CreditDefaultSwap(Protection.Side side, double notional, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual)
CreditDefaultSwap(Protection.Side side, double notional, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual, boolean paysAtDefaultTime)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, boolean useCleanPrice)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2, BusinessDayConvention paymentConvention1)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2, BusinessDayConvention paymentConvention1, BusinessDayConvention paymentConvention2)
FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter)
FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays)
FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings)
FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads)
FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)
FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)
FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears)
FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption)
FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate)
NonstandardSwap(_VanillaSwap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount)
NonstandardSwap(_VanillaSwap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount, boolean intermediateCapitalExchange)
NonstandardSwap(_VanillaSwap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount, boolean intermediateCapitalExchange, boolean finalCapitalExchange)
NonstandardSwap(_VanillaSwap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount, boolean intermediateCapitalExchange, boolean finalCapitalExchange, BusinessDayConvention paymentConvention)
VanillaSwap(_VanillaSwap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, double spread, DayCounter floatingDayCount)
YearOnYearInflationSwap(_YearOnYearInflationSwap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCounter, Schedule yoySchedule, YoYInflationIndex index, Period lag, double spread, DayCounter yoyDayCounter, Calendar paymentCalendar)
YearOnYearInflationSwap(_YearOnYearInflationSwap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCounter, Schedule yoySchedule, YoYInflationIndex index, Period lag, double spread, DayCounter yoyDayCounter, Calendar paymentCalendar, BusinessDayConvention paymentConvention)